Trading costs and the relative rates of price discovery in stock, futures, and option markets
| Year of publication: |
1996
|
|---|---|
| Authors: | Fleming, Jeff ; Ostdiek, Barbara ; Whaley, Robert E. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 16.1996, 4, p. 353-387
|
| Publisher: |
John Wiley & Sons, Ltd. |